The projectgroup is a tool to build multiple projects.
You can select build all from here to build them all.
You can run several from within the debugger if one is a program and the others are dlls that are used by the program.
Multiple programs's can't be run/debugged at the same time.
Although you can use a program as a DLL but I'm not sure if the IDE can handle that use. In that case you can use a main procedure which is the only thing called from the main program. Then you should export this main proc. Create an additional exe project that calls all of them from different threads. I have not tested this. And it is a hack, but it could probably work.
But why do you want to run/debug several apps at the same time?